Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49340.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43407.29 Kr¶

PnL: ---------------------------------------> -1468.29 Kr¶

DD now: ---------------------------------> -7.116 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 17:13:08.665145'

Anic Portfolio¶

This Week¶

Return: -2.783 %¶

Total portfolio value¶

Return including deposits: 61.523 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.620000 1522.730000 99.730000 7.010000 1423.000014
Hennes & Mauritz B 6 1.740000 932.880000 20.880000 2.290000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.630000 955.500000 5.500000 0.580000 950.000002
INVISIO 15 0.000000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 -0.440000 899.500000 -4.500000 -0.500000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.770000 981.200000 -11.800000 -1.190000 993.000000
BioGaia B 8 -1.150000 890.400000 -13.600000 -1.500000 904.000000
Bufab 3 0.230000 1060.800000 -15.200000 -1.410000 1076.000001
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Biotage 1 -1.430000 131.100000 -17.900000 -12.010000 149.000000
Creaspac SPAC 40 -0.100000 3812.000000 -22.000000 -0.570000 3834.000000
OX2 12 -0.610000 885.600000 -23.400000 -2.570000 909.000000
AcadeMedia 20 -1.200000 954.400000 -23.600000 -2.410000 978.000000
Vitrolife 3 -0.820000 652.800000 -24.200000 -3.570000 677.000001
Alimak Group 12 -0.120000 981.600000 -25.400000 -2.520000 1007.000004
Hexatronic Group 15 0.000000 1041.300000 -29.700000 -2.770000 1071.000000
Investor B 3 -0.410000 626.250000 -31.750000 -4.830000 657.999999
Latour B 4 -0.770000 823.200000 -32.800000 -3.830000 856.000000
Sandvik 4 -1.020000 813.600000 -34.400000 -4.060000 848.000000
Addnode Group B 7 -0.640000 867.300000 -37.700000 -4.170000 904.999998
Byggmax Group 33 -0.560000 929.280000 -37.720000 -3.900000 966.999990
EQT 4 0.870000 834.800000 -38.200000 -4.380000 873.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Platzer Fastigheter Holding B 12 0.260000 912.000000 -39.000000 -4.100000 951.000000
SKF B 5 -0.580000 939.000000 -41.000000 -4.180000 980.000000
Sagax B 4 -1.400000 843.600000 -41.400000 -4.680000 885.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Gränges 10 -2.280000 995.800000 -43.200000 -4.160000 1039.000000
Catena 2 -0.240000 761.000000 -45.000000 -5.580000 806.000000
HEXPOL B 8 0.720000 893.600000 -63.400000 -6.620000 957.000000
Orrön Energy 170 -1.980000 1936.300000 -109.700000 -5.360000 2045.999980
Hexagon B 26 -1.010000 3304.600000 -115.400000 -3.370000 3420.000012
VEF 788 -0.180000 1765.120000 -137.880000 -7.250000 1903.000300
Sedana Medical 93 0.940000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43406.060000 -1469.520000 -7.11836% 44875.578016

Updated:¶

'2023-06-22 17:12:14.085207'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶